No Evidence of Chaos But Some Evidence of Multifractals in the Foreign Exchange and the Stock Markets-Reference-Cited by-同舟云学术

No Evidence of Chaos But Some Evidence of Multifractals in the Foreign Exchange and the Stock Markets

Published:1993 Issue: Volume: Page:249-265
ISSN:
Container-title:Applications of Fractals and Chaos
language:
Short-container-title:

Author:

Vassilicos J. C.,Demos A.,Tata F.

Publisher

Springer Berlin Heidelberg

Link

http://link.springer.com/content/pdf/10.1007/978-3-642-78097-4_16

Reference21 articles.

1. Discussion Paper in Financial Economics;A Dassios,1991

2. Demos, A., and Vassilicos, J.C., The multifractal structure of high frequency forex price fluctuations, Financial Markets Group Discussion Paper, London School of Economics, submitted for publication.

3. Feder, J., Fractals, New York: Plenum Press, 1988.

4. Frisch, U., From global scaling, à la Kolmogorov, to local multifractal scaling in fully developed turbulence, Proc. Roy. Soc. London Ser. A, Vol. 434, pp. 89–99, 1991.

5. Goodhart, C., and Figliuoli, L., Every Minute Counts In Financial Markets, Preprint….. London School of Economics, 1988.

Cited by 30 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Recurrence quantification analysis on a Kaldorian business cycle model;Nonlinear Dynamics;2020-02-18

2. Multifractal analysis of financial markets: a review;Reports on Progress in Physics;2019-11-19

3. Nonlinear dynamics of U.S. equity factor portfolios;Chaos: An Interdisciplinary Journal of Nonlinear Science;2018-11

4. Scaling and Multiscaling in Financial Series: A Simple Model;Advances in Applied Probability;2012-12

5. Scaling and Multiscaling in Financial Series: A Simple Model;Advances in Applied Probability;2012-12